why are some of my objects rendering as a dark blue?
For the dragon and other objects, you have their children objects disabled from render, as you can see in the screenshot:



For the terrain, it is related to materials setup (nodes), especially try to fiddle with your alpha handling, I am not sure what are you trying to achieve there -
it would be easier to if you pack textures into the .blend and re-upload it.
I will try to correct it and then update the answer.